Linear Model Selection Quiz
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Questions and Answers

Which linear model selection method involves fitting a separate least squares regression for every possible combination of features?

  • Best subset selection (correct)
  • Stepwise selection
  • Shrinkage
  • Subset selection

    • What is a disadvantage of the Best Subset selection method?

  • Not always providing the best model (correct)
  • Results in reduced model variance
  • Guaranteed to find the absolute best model
  • Easy to understand but computationally intense

    • Which linear model selection method starts with no feature and adds one at a time until all are included?

  • Backward selection
  • Shrinkage
  • Forward selection (correct)
  • Subset selection

    • What is a drawback of the Forward selection method?

    <p>Computationally efficient but not always providing the best model</p> Signup and view all the answers

    Which linear model selection method starts with all features and removes one at a time until no feature remains?

    <p>Backward selection</p> Signup and view all the answers

    What is a limitation of the Backward selection method?

    <p>Cannot be run when n &lt; p</p> Signup and view all the answers

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